-14.6%
CRH vs CTAS
-1.7%
-12.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -1.7% | -1.8% | +0.1% | -1.0% |
| 30D | -5.4% | -0.2% | -5.2% | -5.3% |
| 3M | -11.2% | +11.7% | -22.9% | -14.7% |
| 6M | -15.8% | +0.7% | -16.6% | -16.4% |
| YTD | -23.6% | +7.4% | -31.0% | -25.6% |
| 1Y | -14.6% | -2.1% | -12.5% | -10.7% |
| All | -14.6% | -1.7% | -12.9% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling